Author: Francois Baccelli
Publisher: Springer Science & Business Media
ISBN: 1461575613
Category : Mathematics
Languages : en
Pages : 116
Book Description
Palm Probabilities and Stationary Queues
Author: Francois Baccelli
Publisher: Springer Science & Business Media
ISBN: 1461575613
Category : Mathematics
Languages : en
Pages : 116
Book Description
Publisher: Springer Science & Business Media
ISBN: 1461575613
Category : Mathematics
Languages : en
Pages : 116
Book Description
Palm Probabilities and Stationary Queues
Author: Francois Baccelli
Publisher:
ISBN: 9781461575627
Category :
Languages : en
Pages : 120
Book Description
Publisher:
ISBN: 9781461575627
Category :
Languages : en
Pages : 120
Book Description
Elements of Queueing Theory
Author: Francois Baccelli
Publisher: Springer Science & Business Media
ISBN: 366211657X
Category : Mathematics
Languages : en
Pages : 346
Book Description
This fundamental exposition of queueing theory, written by leading researchers, answers the need for a mathematically sound reference work on the subject and has become the standard reference. The thoroughly revised second edition contains a substantial number of exercises and their solutions, which makes the book suitable as a textbook.
Publisher: Springer Science & Business Media
ISBN: 366211657X
Category : Mathematics
Languages : en
Pages : 346
Book Description
This fundamental exposition of queueing theory, written by leading researchers, answers the need for a mathematically sound reference work on the subject and has become the standard reference. The thoroughly revised second edition contains a substantial number of exercises and their solutions, which makes the book suitable as a textbook.
Palm Probabilities and Stationary Queues
Author: François Baccelli
Publisher:
ISBN: 9783540965145
Category : Files d'attente, Théorie des
Languages : en
Pages : 106
Book Description
Publisher:
ISBN: 9783540965145
Category : Files d'attente, Théorie des
Languages : en
Pages : 106
Book Description
Probability, Stochastic Processes, and Queueing Theory
Author: Randolph Nelson
Publisher: Springer Science & Business Media
ISBN: 9780387944524
Category : Computers
Languages : en
Pages : 616
Book Description
This textbook provides a comprehensive introduction to probability and stochastic processes, and shows how these subjects may be applied in computer performance modelling. The author's aim is to derive the theory in a way that combines its formal, intuitive, and applied aspects so that students may apply this indispensable tool in a variety of different settings. Readers are assumed to be familiar with elementary linear algebra and calculus, including the concept of limit, but otherwise this book provides a self-contained approach suitable for graduate or advanced undergraduate students. The first half of the book covers the basic concepts of probability including expectation, random variables, and fundamental theorems. In the second half of the book the reader is introduced to stochastic processes. Subjects covered include renewal processes, queueing theory, Markov processes, and reversibility as it applies to networks of queues. Examples and applications are drawn from problems in computer performance modelling.
Publisher: Springer Science & Business Media
ISBN: 9780387944524
Category : Computers
Languages : en
Pages : 616
Book Description
This textbook provides a comprehensive introduction to probability and stochastic processes, and shows how these subjects may be applied in computer performance modelling. The author's aim is to derive the theory in a way that combines its formal, intuitive, and applied aspects so that students may apply this indispensable tool in a variety of different settings. Readers are assumed to be familiar with elementary linear algebra and calculus, including the concept of limit, but otherwise this book provides a self-contained approach suitable for graduate or advanced undergraduate students. The first half of the book covers the basic concepts of probability including expectation, random variables, and fundamental theorems. In the second half of the book the reader is introduced to stochastic processes. Subjects covered include renewal processes, queueing theory, Markov processes, and reversibility as it applies to networks of queues. Examples and applications are drawn from problems in computer performance modelling.
Remarks on Palm Probabilities of Point Processes on R+ which are Not Simple
Author: Tomasz Rolski
Publisher:
ISBN:
Category :
Languages : en
Pages : 38
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 38
Book Description
Probability Theory and Mathematical Statistics. Vol. 1
Author: B. Grigelionis
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3112314190
Category : Mathematics
Languages : en
Pages : 656
Book Description
No detailed description available for "GRIGELIONIS: PROCEEDINGS OF THE FIFTH VILNIUS CONFERE E-BOOK".
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3112314190
Category : Mathematics
Languages : en
Pages : 656
Book Description
No detailed description available for "GRIGELIONIS: PROCEEDINGS OF THE FIFTH VILNIUS CONFERE E-BOOK".
Sample-Path Analysis of Queueing Systems
Author: Muhammad El-Taha
Publisher: Springer Science & Business Media
ISBN: 1461557216
Category : Business & Economics
Languages : en
Pages : 303
Book Description
Sample-Path Analysis of Queueing Systems uses a deterministic (sample-path) approach to analyze stochastic systems, primarily queueing systems and more general input-output systems. Among other topics of interest it deals with establishing fundamental relations between asymptotic frequencies and averages, pathwise stability, and insensitivity. These results are utilized to establish useful performance measures. The intuitive deterministic approach of this book will give researchers, teachers, practitioners, and students better insights into many results in queueing theory. The simplicity and intuitive appeal of the arguments will make these results more accessible, with no sacrifice of mathematical rigor. Recent topics such as pathwise stability are also covered in this context. The book consistently takes the point of view of focusing on one sample path of a stochastic process. Hence, it is devoted to providing pure sample-path arguments. With this approach it is possible to separate the issue of the validity of a relationship from issues of existence of limits and/or construction of stationary framework. Generally, in many cases of interest in queueing theory, relations hold, assuming limits exist, and the proofs are elementary and intuitive. In other cases, proofs of the existence of limits will require the heavy machinery of stochastic processes. The authors feel that sample-path analysis can be best used to provide general results that are independent of stochastic assumptions, complemented by use of probabilistic arguments to carry out a more detailed analysis. This book focuses on the first part of the picture. It does however, provide numerous examples that invoke stochastic assumptions, which typically are presented at the ends of the chapters.
Publisher: Springer Science & Business Media
ISBN: 1461557216
Category : Business & Economics
Languages : en
Pages : 303
Book Description
Sample-Path Analysis of Queueing Systems uses a deterministic (sample-path) approach to analyze stochastic systems, primarily queueing systems and more general input-output systems. Among other topics of interest it deals with establishing fundamental relations between asymptotic frequencies and averages, pathwise stability, and insensitivity. These results are utilized to establish useful performance measures. The intuitive deterministic approach of this book will give researchers, teachers, practitioners, and students better insights into many results in queueing theory. The simplicity and intuitive appeal of the arguments will make these results more accessible, with no sacrifice of mathematical rigor. Recent topics such as pathwise stability are also covered in this context. The book consistently takes the point of view of focusing on one sample path of a stochastic process. Hence, it is devoted to providing pure sample-path arguments. With this approach it is possible to separate the issue of the validity of a relationship from issues of existence of limits and/or construction of stationary framework. Generally, in many cases of interest in queueing theory, relations hold, assuming limits exist, and the proofs are elementary and intuitive. In other cases, proofs of the existence of limits will require the heavy machinery of stochastic processes. The authors feel that sample-path analysis can be best used to provide general results that are independent of stochastic assumptions, complemented by use of probabilistic arguments to carry out a more detailed analysis. This book focuses on the first part of the picture. It does however, provide numerous examples that invoke stochastic assumptions, which typically are presented at the ends of the chapters.
Passage Times for Markov Chains
Author: R. Syski
Publisher: IOS Press
ISBN: 9789051990607
Category : Computers
Languages : en
Pages : 564
Book Description
This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c
Publisher: IOS Press
ISBN: 9789051990607
Category : Computers
Languages : en
Pages : 564
Book Description
This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c
Probability Theory and Mathematical Statistics
Author: B. Grigelionis
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 311231932X
Category : Mathematics
Languages : en
Pages : 752
Book Description
No detailed description available for "Probability Theory and Mathematical Statistics".
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 311231932X
Category : Mathematics
Languages : en
Pages : 752
Book Description
No detailed description available for "Probability Theory and Mathematical Statistics".